2 Title: Variable Selection With Mixture Of Models
5 Description: Two methods are implemented to cluster data with finite mixture
6 regression models. Those procedures deal with high-dimensional covariates and
7 responses through a variable selection procedure based on the Lasso estimator.
8 A low-rank constraint could be added, computed for the Lasso-Rank procedure.
9 A collection of models is constructed, varying the level of sparsity and the
10 number of clusters, and a model is selected using a model selection criterion
11 (slope heuristic, BIC or AIC). Details of the procedure are provided in 'Model-
12 based clustering for high-dimensional data. Application to functional data' by
13 Emilie Devijver, published in Advances in Data Analysis and Clustering (2016).
14 Author: Benjamin Auder <benjamin.auder@universite-paris-saclay.fr> [aut,cre],
15 Emilie Devijver <Emilie.Devijver@kuleuven.be> [aut],
16 Benjamin Goehry <Benjamin.Goehry@math.u-psud.fr> [aut]
17 Maintainer: Benjamin Auder <benjamin.auder@universite-paris-saclay.fr>
28 URL: http://git.auder.net/?p=valse.git
29 License: MIT + file LICENSE
35 'constructionModelesLassoRank.R'
36 'constructionModelesLassoMLE.R'